Sena J (Thailand) Market Value
| SENX Stock | 0.23 0.02 9.52% |
| Symbol | Sena |
Sena J 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sena J's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sena J.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Sena J on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Sena J Property or generate 0.0% return on investment in Sena J over 90 days.
Sena J Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sena J's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sena J Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.49 | |||
| Information Ratio | 0.0188 | |||
| Maximum Drawdown | 23.16 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 4.76 |
Sena J Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sena J's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sena J's standard deviation. In reality, there are many statistical measures that can use Sena J historical prices to predict the future Sena J's volatility.| Risk Adjusted Performance | 0.0579 | |||
| Jensen Alpha | 0.2935 | |||
| Total Risk Alpha | (0.39) | |||
| Sortino Ratio | 0.0121 | |||
| Treynor Ratio | (0.37) |
Sena J Property Backtested Returns
As of now, Sena Stock is out of control. Sena J Property owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0393, which indicates the firm had a 0.0393 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sena J Property, which you can use to evaluate the volatility of the company. Please validate Sena J's Semi Deviation of 3.34, coefficient of variation of 1859.38, and Risk Adjusted Performance of 0.0579 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Sena J has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sena J are expected to decrease at a much lower rate. During the bear market, Sena J is likely to outperform the market. Sena J Property right now has a risk of 4.41%. Please validate Sena J total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Sena J will be following its existing price patterns.
Auto-correlation | -0.38 |
Poor reverse predictability
Sena J Property has poor reverse predictability. Overlapping area represents the amount of predictability between Sena J time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sena J Property price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Sena J price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sena J Property lagged returns against current returns
Autocorrelation, which is Sena J stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sena J's stock expected returns. We can calculate the autocorrelation of Sena J returns to help us make a trade decision. For example, suppose you find that Sena J has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sena J regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sena J stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sena J stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sena J stock over time.
Current vs Lagged Prices |
| Timeline |
Sena J Lagged Returns
When evaluating Sena J's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sena J stock have on its future price. Sena J autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sena J autocorrelation shows the relationship between Sena J stock current value and its past values and can show if there is a momentum factor associated with investing in Sena J Property.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio Architect